Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52102.78 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47960.05 Kr¶

PnL: ---------------------------------------> -971.95 Kr¶

DD now: ---------------------------------> -1.916 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:50:17.352341'

Anic Portfolio¶

Today¶

Return: -0.313 %¶

This Week¶

Return: -0.408 %¶

Total portfolio value¶

Return including deposits: 70.571 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -2.050000 2259.250000 80.250000 3.680000 2179.000005
Embracer Group B 26 2.680000 736.320000 74.320000 11.230000 661.999988
BHG Group 49 1.910000 706.580000 67.580000 10.580000 638.999984
Vitrolife 3 -0.170000 723.000000 46.000000 6.790000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.820000 638.000000 35.000000 5.800000 603.000000
SynAct Pharma 9 1.630000 672.300000 27.300000 4.230000 645.000003
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Profoto Holding 7 2.380000 602.000000 20.000000 3.440000 581.999999
Addnode Group B 6 0.630000 771.600000 19.600000 2.610000 751.999998
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Latour B 2 -0.850000 441.200000 -7.800000 -1.740000 449.000000
Fortnox 10 1.570000 659.000000 -9.000000 -1.350000 668.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.220000 644.000000 -10.000000 -1.530000 653.999997
Investor B 3 -0.280000 645.600000 -12.400000 -1.880000 657.999999
BONESUPPORT HOLDING 10 -0.740000 1205.000000 -19.000000 -1.550000 1224.000000
Nolato B 12 -0.100000 626.400000 -21.600000 -3.330000 648.000000
Indutrade 5 -0.150000 1297.000000 -23.000000 -1.740000 1320.000000
SCA A 4 -2.460000 572.000000 -27.000000 -4.510000 599.000000
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Balco Group 39 0.640000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Investor A 16 -0.090000 3438.400000 -106.600000 -3.010000 3545.000000
Lundin Gold 7 -1.440000 865.200000 -108.800000 -11.170000 973.999999
Sedana Medical 135 -2.450000 4185.000000 -146.000000 -3.370000 4330.999935
New Wave B 40 -0.420000 3729.600000 -186.400000 -4.760000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 47960.050000 -971.950000 -1.91559% 48931.999868

Updated:¶

'2023-06-16 09:50:34.799336'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶